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Obtaining reliable uncertainty estimates of neural network predictions is a long standing challenge. Bayesian neural networks have been proposed as a solution, but it remains open how to specify their prior. In particular, the common…

Machine Learning · Statistics 2019-07-02 Danijar Hafner , Dustin Tran , Timothy Lillicrap , Alex Irpan , James Davidson

Epistemic uncertainty in neural networks is commonly modeled using two second-order paradigms: distribution-based representations, which rely on posterior parameter distributions, and set-based representations based on credal sets (convex…

Machine Learning · Computer Science 2026-02-27 Kaizheng Wang , Yunjia Wang , Fabio Cuzzolin , David Moens , Hans Hallez , Siu Lun Chau

Reliable uncertainty quantification is a first step towards building explainable, transparent, and accountable artificial intelligent systems. Recent progress in Bayesian deep learning has made such quantification realizable. In this paper,…

Computation and Language · Computer Science 2018-11-20 Yijun Xiao , William Yang Wang

In statistical inference, uncertainty is unknown and all models are wrong. That is to say, a person who makes a statistical model and a prior distribution is simultaneously aware that both are fictional candidates. To study such cases,…

Machine Learning · Computer Science 2023-02-13 Sumio Watanabe

While Deep Neural Networks (DNNs) achieve state-of-the-art accuracy in various applications, they often fall short in accurately estimating their predictive uncertainty and, in turn, fail to recognize when these predictions may be wrong.…

Machine Learning · Computer Science 2020-07-22 Ankur Mallick , Chaitanya Dwivedi , Bhavya Kailkhura , Gauri Joshi , T. Yong-Jin Han

This book chapter introduces the principles and practical applications of uncertainty quantification in machine learning. It explains how to identify and distinguish between different types of uncertainty and presents methods for…

Machine Learning · Computer Science 2025-10-08 Hans Weytjens , Wouter Verbeke

Neural networks have achieved remarkable performance across various problem domains, but their widespread applicability is hindered by inherent limitations such as overconfidence in predictions, lack of interpretability, and vulnerability…

Machine Learning · Statistics 2023-09-29 Julyan Arbel , Konstantinos Pitas , Mariia Vladimirova , Vincent Fortuin

The interdependence between nodes in graphs is key to improve class predictions on nodes and utilized in approaches like Label Propagation (LP) or in Graph Neural Networks (GNN). Nonetheless, uncertainty estimation for non-independent…

Machine Learning · Statistics 2021-10-28 Maximilian Stadler , Bertrand Charpentier , Simon Geisler , Daniel Zügner , Stephan Günnemann

Bayesian neural networks (BNNs), which estimate the full posterior distribution over model parameters, are well-known for their role in uncertainty quantification and its promising application in out-of-distribution detection (OoD). Amongst…

Machine Learning · Computer Science 2025-02-24 Kevin Raina

Although neural networks are powerful function approximators, the underlying modelling assumptions ultimately define the likelihood and thus the hypothesis class they are parameterizing. In classification, these assumptions are minimal as…

Machine Learning · Computer Science 2021-11-24 Maria R. Cervera , Rafael Dätwyler , Francesco D'Angelo , Hamza Keurti , Benjamin F. Grewe , Christian Henning

Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…

Methodology · Statistics 2018-02-08 Patrick L. McDermott , Christopher K. Wikle

The lack of transparency of Deep Neural Networks continues to be a limitation that severely undermines their reliability and usage in high-stakes applications. Promising approaches to overcome such limitations are Prototype-Based…

Machine Learning · Computer Science 2025-07-21 Jon Vadillo , Roberto Santana , Jose A. Lozano , Marta Kwiatkowska

In the past couple of years, various approaches to representing and quantifying different types of predictive uncertainty in machine learning, notably in the setting of classification, have been proposed on the basis of second-order…

Machine Learning · Computer Science 2023-12-05 Yusuf Sale , Viktor Bengs , Michele Caprio , Eyke Hüllermeier

As neural networks become more popular, the need for accompanying uncertainty estimates increases. There are currently two main approaches to test the quality of these estimates. Most methods output a density. They can be compared by…

Machine Learning · Statistics 2024-06-05 Laurens Sluijterman , Eric Cator , Tom Heskes

Ensemble forecasting is, so far, the most successful approach to produce relevant forecasts with an estimation of their uncertainty. The main limitations of ensemble forecasting are the high computational cost and the difficulty to capture…

Machine Learning · Computer Science 2022-12-21 Maximiliano A. Sacco , Juan J. Ruiz , Manuel Pulido , Pierre Tandeo

The transductive inference is an effective technique in the few-shot learning task, where query sets update prototypes to improve themselves. However, these methods optimize the model by considering only the classification scores of the…

Computer Vision and Pattern Recognition · Computer Science 2022-05-18 Minglei Yuan , Qian Xu , Chunhao Cai , Yin-Dong Zheng , Tao Wang , Tong Lu

Modern weather forecast models perform uncertainty quantification using ensemble prediction systems, which collect nonparametric statistics based on multiple perturbed simulations. To provide accurate estimation, dozens of such…

Machine Learning · Computer Science 2019-12-06 Peter Grönquist , Tal Ben-Nun , Nikoli Dryden , Peter Dueben , Luca Lavarini , Shigang Li , Torsten Hoefler

Uncertainty quantification in Artificial Intelligence (AI)-based predictions of material properties is of immense importance for the success and reliability of AI applications in material science. While confidence intervals are commonly…

Machine Learning · Computer Science 2023-01-16 Francesca Tavazza , Brian De Cost , Kamal Choudhary

Among existing uncertainty estimation approaches, Dirichlet Prior Network (DPN) distinctly models different predictive uncertainty types. However, for in-domain examples with high data uncertainties among multiple classes, even a DPN model…

Machine Learning · Computer Science 2021-01-07 Jay Nandy , Wynne Hsu , Mong Li Lee

Deep neural networks have significantly contributed to the success in predictive accuracy for classification tasks. However, they tend to make over-confident predictions in real-world settings, where domain shifting and out-of-distribution…

Artificial Intelligence · Computer Science 2021-07-16 Yibo Hu , Latifur Khan